Credit Suisse Portfolio Fund (Lux) Unaudited Semi-Annual Report

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Credit Suisse Portfolio Fund (Lux) • Unaudited Semi-Annual Report at 30.09.2010 Credit Suisse Portfolio Fund (Lux) Income (US$) Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio A - Distribution USD 672336 LU0078046876 1.30% 1.47% B - Capitalisation USD 672337 LU0078046959 1.30% 1.47% The Portfolio Turnover Rate was 26.32% for the period from 01.10.2009 to 30.09.2010. Fund Performance YTD Since Inception 2009 Page 170 2008 2007 A - Distribution USD 6.19% / 13.31% -12.74% 7.14% B - Capitalisation USD 6.19% / 13.31% -12.74% 7.14% Notes Distributions Ex-Date Amount A-Distribution USD 18.05.2010 2.40 Securities Lending As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of USD 58,783,947.30. Financial futures contracts Description Currency Quantity Engagement Valuation (in USD) DJ EURO STOXX 50 INDEX FUTURE -10- 12/10 EUR 6 156,859.14 -3,898.53 EPRA EUROPE INDEX EUR -10- 12/10 EUR 0 5,596.94 71.21 FTSE 100 INDEX FUTURE -10- 12/10 GBP 2 125,499.04 -372.46 HANG SENG INDEX FUTURES -50- 10/10 HKD 0 142,001.42 255.60 SGX MSCI SINGAPORE INDEX -200- 10/10 SGD 0 9,254.77 36.75 SMI INDEX FUTURE -10- 12/10 CHF 0 2,425.12 -53.62 S&P 500 E-MINI INDEX FUTURE -50- 12/10 USD 1 58,703.57 987.26 S&P 500 INDEX FUTURE -250- 12/10 USD 1 293,517.84 5,131.19 NYFE INDICES CONTNUOUS COMMODITY INDEX FUTURES -500- 01/11 USD 26 6,994,000.00 580,067.41 S&P/ASX 200 INDEX FUTURE -25- 12/10 AUD 1 68,261.76 -1,011.86 S&P/TSE CANADA 60 INDEX FUTURE -200- 12/10 CAD 0 36,429.46 550.17 TOPIX INDEX FUTURE -10000- 12/10 JPY 2 17,531,548.65 -1,720.96 Unrealised gain on financial futures contracts 580,042.16
Credit Suisse Portfolio Fund (Lux) • Unaudited Semi-Annual Report at 30.09.2010 Credit Suisse Portfolio Fund (Lux) Income (US$) Technical Data and Notes Forward foreign exchange contracts Purchases Sales Maturity Valuation USD 1,055,792 CAD -1,090,000 17.12.2010 -4,611.92 GBP 1,150,000 USD -1,780,890 17.12.2010 29,694.15 CHF 2,250,000 USD -2,249,775 17.12.2010 53,837.98 JPY 185,000,000 USD -2,168,562 17.12.2010 46,340.92 USD 4,468,095 EUR -3,450,000 17.12.2010 -236,582.61 Unrealised loss on forward foreign exchange contracts (in USD) -111,321.48 Page 171
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